Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
15,590.75 |
15,556.00 |
-34.75 |
-0.2% |
15,690.00 |
High |
15,719.25 |
15,618.75 |
-100.50 |
-0.6% |
16,062.75 |
Low |
15,522.25 |
15,483.75 |
-38.50 |
-0.2% |
15,522.25 |
Close |
15,540.00 |
15,561.25 |
21.25 |
0.1% |
15,540.00 |
Range |
197.00 |
135.00 |
-62.00 |
-31.5% |
540.50 |
ATR |
233.93 |
226.87 |
-7.07 |
-3.0% |
0.00 |
Volume |
704,413 |
561,877 |
-142,536 |
-20.2% |
3,352,568 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,959.50 |
15,895.50 |
15,635.50 |
|
R3 |
15,824.50 |
15,760.50 |
15,598.50 |
|
R2 |
15,689.50 |
15,689.50 |
15,586.00 |
|
R1 |
15,625.50 |
15,625.50 |
15,573.50 |
15,657.50 |
PP |
15,554.50 |
15,554.50 |
15,554.50 |
15,570.50 |
S1 |
15,490.50 |
15,490.50 |
15,549.00 |
15,522.50 |
S2 |
15,419.50 |
15,419.50 |
15,536.50 |
|
S3 |
15,284.50 |
15,355.50 |
15,524.00 |
|
S4 |
15,149.50 |
15,220.50 |
15,487.00 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,329.75 |
16,975.50 |
15,837.25 |
|
R3 |
16,789.25 |
16,435.00 |
15,688.75 |
|
R2 |
16,248.75 |
16,248.75 |
15,639.00 |
|
R1 |
15,894.50 |
15,894.50 |
15,589.50 |
15,801.50 |
PP |
15,708.25 |
15,708.25 |
15,708.25 |
15,661.75 |
S1 |
15,354.00 |
15,354.00 |
15,490.50 |
15,261.00 |
S2 |
15,167.75 |
15,167.75 |
15,441.00 |
|
S3 |
14,627.25 |
14,813.50 |
15,391.25 |
|
S4 |
14,086.75 |
14,273.00 |
15,242.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,062.75 |
15,483.75 |
579.00 |
3.7% |
231.75 |
1.5% |
13% |
False |
True |
678,463 |
10 |
16,062.75 |
15,109.50 |
953.25 |
6.1% |
228.25 |
1.5% |
47% |
False |
False |
631,039 |
20 |
16,062.75 |
14,853.50 |
1,209.25 |
7.8% |
218.25 |
1.4% |
59% |
False |
False |
591,999 |
40 |
16,062.75 |
13,965.50 |
2,097.25 |
13.5% |
234.75 |
1.5% |
76% |
False |
False |
451,108 |
60 |
16,062.75 |
13,078.00 |
2,984.75 |
19.2% |
221.25 |
1.4% |
83% |
False |
False |
301,094 |
80 |
16,062.75 |
12,944.50 |
3,118.25 |
20.0% |
212.50 |
1.4% |
84% |
False |
False |
225,952 |
100 |
16,062.75 |
11,929.25 |
4,133.50 |
26.6% |
224.25 |
1.4% |
88% |
False |
False |
180,832 |
120 |
16,062.75 |
11,929.25 |
4,133.50 |
26.6% |
226.50 |
1.5% |
88% |
False |
False |
150,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,192.50 |
2.618 |
15,972.25 |
1.618 |
15,837.25 |
1.000 |
15,753.75 |
0.618 |
15,702.25 |
HIGH |
15,618.75 |
0.618 |
15,567.25 |
0.500 |
15,551.25 |
0.382 |
15,535.25 |
LOW |
15,483.75 |
0.618 |
15,400.25 |
1.000 |
15,348.75 |
1.618 |
15,265.25 |
2.618 |
15,130.25 |
4.250 |
14,910.00 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
15,558.00 |
15,704.75 |
PP |
15,554.50 |
15,657.00 |
S1 |
15,551.25 |
15,609.00 |
|